Fast and lightweight computation of AUC metric for the binary case (1 positive and 0 negative) is offered by lightAUC package. The algorithm used is a fast implementation from algorithm of Fawcett (2006).
The official (CRAN) version of the package can be installed using
install.packages("lightAUC")
Alternatively, the development version of the package can be installed via
if (!require(remotes)) install.packages("remotes")
remotes::install_github("cadam00/lightAUC")
To cite the official (CRAN) version of the package, please use
Adam, C. (2025). lightAUC: Fast AUC Computation. R package version 0.1.3. doi:10.32614/CRAN.package.lightAUC
# Create some data probs <- c(1, 0.4, 0.8) actuals <- c(0, 0, 1) lightAUC(probs, actuals)
For parallel calculations use:
# E.g. 2 cores (you can use cores = parallel::detectCores() for your case) probs <- c(1, 0.4, 0.8) actuals <- c(0, 0, 1) lightAUC(probs, actuals, parallel = TRUE, cores = 2)Fawcett, T. (2006). An introduction to ROC analysis. Pattern Recognition Letters, 27(8), 861–874. doi:10.1016/j.patrec.2005.10.010
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